NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 80.43 78.47 -1.96 -2.4% 77.50
High 81.01 80.84 -0.17 -0.2% 81.67
Low 77.39 78.47 1.08 1.4% 77.22
Close 78.09 80.07 1.98 2.5% 78.09
Range 3.62 2.37 -1.25 -34.5% 4.45
ATR 2.47 2.49 0.02 0.8% 0.00
Volume 61,332 116,408 55,076 89.8% 423,419
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.90 85.86 81.37
R3 84.53 83.49 80.72
R2 82.16 82.16 80.50
R1 81.12 81.12 80.29 81.64
PP 79.79 79.79 79.79 80.06
S1 78.75 78.75 79.85 79.27
S2 77.42 77.42 79.64
S3 75.05 76.38 79.42
S4 72.68 74.01 78.77
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.34 89.67 80.54
R3 87.89 85.22 79.31
R2 83.44 83.44 78.91
R1 80.77 80.77 78.50 82.11
PP 78.99 78.99 78.99 79.66
S1 76.32 76.32 77.68 77.66
S2 74.54 74.54 77.27
S3 70.09 71.87 76.87
S4 65.64 67.42 75.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.67 77.22 4.45 5.6% 2.45 3.1% 64% False False 86,489
10 81.67 77.22 4.45 5.6% 2.56 3.2% 64% False False 89,650
20 82.58 73.89 8.69 10.9% 2.43 3.0% 71% False False 77,121
40 82.58 66.10 16.48 20.6% 2.39 3.0% 85% False False 55,994
60 82.58 66.10 16.48 20.6% 2.34 2.9% 85% False False 41,791
80 82.58 66.10 16.48 20.6% 2.25 2.8% 85% False False 33,711
100 82.58 63.01 19.57 24.4% 2.15 2.7% 87% False False 28,076
120 82.58 63.01 19.57 24.4% 2.02 2.5% 87% False False 24,006
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.91
2.618 87.04
1.618 84.67
1.000 83.21
0.618 82.30
HIGH 80.84
0.618 79.93
0.500 79.66
0.382 79.38
LOW 78.47
0.618 77.01
1.000 76.10
1.618 74.64
2.618 72.27
4.250 68.40
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 79.93 79.81
PP 79.79 79.54
S1 79.66 79.28

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These figures are updated between 7pm and 10pm EST after a trading day.

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